Limit theorems for nonlinear cointegrating regression

著者

• Wang, Qiying

書誌事項

Limit theorems for nonlinear cointegrating regression

Qiying Wang

（Nonlinear time series and chaos, v. 5）

World Scientific, c2015

注記

Includes bibliographical references (p. 245-255) and index

内容説明・目次

内容説明

This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mixture of normal distributions and weak convergence to stochastic integrals. This book also investigates estimation and inference theory in nonlinear cointegrating regression.The core context of this book comes from the author and his collaborator's current researches in past years, which is wide enough to cover the knowledge bases in nonlinear cointegrating regression. It may be used as a main reference book for future researchers.

目次

• Convergence to a Local Time Process
• Convergence to a Mixture of Normal Distributions
• Convergence to Stochastic Integrals
• Nonlinear Cointegrating Regression

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BB22329088
• ISBN:
  • 9789814675628
• LCCN: 2015017266
• 出版国コード: si
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Singapore
• ページ数/冊数: x, 261 p.
• 大きさ: 24 cm
• 分類:
  • LCC : QA273.67
  • DC23 : 519.5/36
  • NDLC : MA211
• 件名:
  • LCSH : Limit theorems (Probability theory)
  • LCSH : Nonlinear systems
• 親書誌ID:
  • BA21471712